On the analysis of the Gerber-Shiu discounted penalty function for risk processes with Markovian arrivals
Soohan Ahn; Andrei L. Badescu
| Year of publication: |
2007
|
|---|---|
| Authors: | Ahn, Soohan ; Badescu, Andrei L. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 41.2007, 2, p. 234-249
|
| Subject: | Finanzmathematik | Mathematical finance | Markov-Kette | Markov chain |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003755642